Almost sure convergence of solutions to non-homogeneous stochastic difference equation
Work
Year: 2006
Type: article
Abstract: We consider a non-homogeneous nonlinear stochastic difference equation X_{n+1} = X_n (1 + f(X_n)\xi_{n+1}) + S_n, and its important special case X_{n+1} = X_n (1 + \xi_{n+1}) + S_n, both with initial ... more
Authors Gregory Berkolaiko, Alexandra Rodkina
Institutions Texas A&M University, University of the West Indies
Cites: 26
Cited by: 18
Related to: 10
FWCI: 1.639
Citation percentile (by year/subfield): 86.95
Field: Medicine
Domain: Health Sciences
Open Access status: green